#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#pragma unmanaged 
#include <ql\termstructures\volatility\swaption\cmsmarketcalibration.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Math;
using namespace Cephei::QL::Math::Optimization;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Termstructures { namespace Volatility { namespace Swaption {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICmsMarketCalibration
	public ref class CCmsMarketCalibration : 
            public System::MarshalByRefObject,
            public Cephei::QL::Termstructures::Volatility::Swaption::ICmsMarketCalibration
	{
	protected: 
		boost::shared_ptr<QuantLib::CmsMarketCalibration>* _ppCmsMarketCalibration;
        boost::detail::spinlock* _pSpinlock;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CmsMarketCalibration>* _phCmsMarketCalibration;
#endif
		Object^ _CmsMarketCalibrationOwner;     // reference to object that manages the storage for this object
	internal:
        CCmsMarketCalibration (boost::shared_ptr<QuantLib::CmsMarketCalibration>& childNative, Object^ owner);
        CCmsMarketCalibration (QuantLib::CmsMarketCalibration& childNative, Object^ owner);
        CCmsMarketCalibration (CCmsMarketCalibration^ copy);
        CCmsMarketCalibration (System::Type^ t);
#ifdef STRUCT
        CCmsMarketCalibration (QuantLib::CmsMarketCalibration childNative);
#endif       
#ifdef HANDLE
		CCmsMarketCalibration (QuantLib::Handle<QuantLib::CmsMarketCalibration>& childNative, Object^ owner);
		CCmsMarketCalibration (QuantLib::Handle<QuantLib::CmsMarketCalibration> childNative);
#endif
		virtual ~CCmsMarketCalibration ();
		!CCmsMarketCalibration ();

	internal:
		QuantLib::CmsMarketCalibration& GetReference ();
		boost::shared_ptr<QuantLib::CmsMarketCalibration>& GetShared ();
		QuantLib::CmsMarketCalibration* GetPointer ();
        void SetCmsMarketCalibration (boost::shared_ptr<QuantLib::CmsMarketCalibration> native)
        {
            if (_ppCmsMarketCalibration != NULL)
                delete _ppCmsMarketCalibration;
            _ppCmsMarketCalibration = new boost::shared_ptr<QuantLib::CmsMarketCalibration> (native);
            
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CmsMarketCalibration>& GetHandle ();
#endif
		virtual bool HasNative () ;
		void Lock ()
		{
			if (Cephei::QL::Settings::_ReferenceLocking)
    			_pSpinlock->lock ();
		}
		void Unlock ()
		{
			_pSpinlock->unlock ();
		}
    public:
		virtual Cephei::QL::Math::IArray^ Compute (Cephei::QL::Math::Optimization::IEndCriteria^ endCriteria, Cephei::QL::Math::Optimization::IOptimizationMethod^ method, Cephei::QL::Math::IArray^ guess, Boolean isMeanReversionFixed) ;
        property QL::Math::Optimization::EndCriteria::TypeEnum EndCriteria 
        {
		    virtual QL::Math::Optimization::EndCriteria::TypeEnum get () ;
        }
        property Double Error 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CCmsMarketCalibration_Factory : public System::MarshalByRefObject,  public ICmsMarketCalibration_Factory
	{
	public:
    };
   
/*Cephei*/ } /*QL*/ } /*Termstructures*/ } /*Volatility*/ } /*Swaption */}
